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Cointegration and modelling dynamic economic relationships
Fiebig, Denzil G. - In: Econometric reviews 13 (1994) 3, pp. 337-343
Persistent link: https://www.econbiz.de/10001172761
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Estimation and inference in SUR models when the number of equations is large
Fiebig, Denzil G.; Kim, Jae H. - In: Econometric reviews 19 (2000) 1, pp. 105-130
Persistent link: https://www.econbiz.de/10001455667
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Remark on pseudo-generalized least squares
Groß, Jürgen; Puntanen, Simo - In: Econometric reviews 19 (2000) 1, pp. 131-133
Persistent link: https://www.econbiz.de/10001455674
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The Frisch-Waugh theorem and generalized least squares
Fiebig, Denzil G. - In: Econometric reviews 15 (1996) 4, pp. 431-443
Persistent link: https://www.econbiz.de/10001210392
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Parsimonious Estimation of the Covariance Matrix in Multinomial Probit Models
Cripps, Edward; Fiebig, Denzil G.; Kohn, Robert - In: Econometric reviews 29 (2009) 2, pp. 146-158
Persistent link: https://www.econbiz.de/10009266507
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Parsimonious estimation of the covariance matrix in multinomial probit models
Cripps, Edward; Fiebig, Denzil G.; Kohn, Robert - In: Econometric reviews 29 (2010) 2, pp. 146-157
Persistent link: https://www.econbiz.de/10003960494